NUVO | TRADE DESK

Total Premium Collected $1,250 3 open positions

Net Delta Exposure –7.82 portfolio delta

Buying Power Used —

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Days to Nearest Exp 7 DTE SOFI / CLSK / TQQQ → 03/14

Open Positions

3 Active

Ticker	Type	Strike	Exp	DTE	Qty	Entry	Mark	P&L	Theta/Day	Delta	IV%	Dist/Move	Actions

Signal Ladder — Active Gates

System State WATCH

Wheel Tracker — SOFI

✓

Sell CSP

17.5P @ $0.29 • 03/14

Live

Assignment (if needed)

Buy 1000 shares @ $17.50

Sell Covered Call

Target: 17.5–18.5C weekly

Margin if assigned: $17,500

Portfolio Greeks

Net Delta–7.82

Net Gamma–0.184

Net Theta+$272

Net Vega–$840

Net Rho–$12

Account Settings

ACCOUNT

Account AUM ($)

Assignment Cap (% AUM)

Single-Name Cap (% AUM)

PER-STRATEGY RISK (% OF AUM PER TRADE)

CSP Max Risk % = $10,000 per trade

Shares Max Exposure % = $10,000 max notional

IC / PCS Max Risk % = $3,000 per trade

0DTE Max Risk % = $1,000 per trade

STOP / PROFIT RULES

Profit Target (% credit)

Stop Loss (× credit)

Max Open Positions

        Persisted in browser. All risk calculations, Kelly sizing, CVaR, Jarvis context, and 0DTE sizing update immediately.
      

New Position Entry

Ticker

Strategy Type

Strike Price

Expiry Date

Contracts (Qty)

Entry Premium

IV% (at entry)

Spot Price

Black-Scholes Output

            Fill form → click Run Black-Scholes
          

Position Sizing — NUVO Rules

          Enter position details above to see sizing guidance.

          Rule: max 7% net delta per name / CVaR < 2.5% / DTE 5–14 or 21–45

Theta Decay — Daily Collection

Cumulative Theta Collected

Per-Position Theta Breakdown

CVaR (Portfolio)

2.2%

of $60k • PASS (limit 2.5%)

Max Loss Budget

$4,800

8% of $60k • 3 positions

Single-Name Cap (7%)

TQQQ: 6.8%

Near limit — monitor

Stress Test — Underlying Move Simulator –10% Scenario

            –30%–20%–10%0%+10%
          

P&L Heat Map — Spot × DTE Grid

Circuit Breaker Status — Live ALL SYSTEMS GO

Daily P&L ($)

Weekly P&L ($)

Monthly P&L ($)

Today's VIX Move %

Buying Power Used %

⚠ Hard Rules — Non-Negotiable

            ${wvRule("Daily Loss Limit","2% of AUM = $2,000 — close ALL positions immediately")}
            ${wvRule("Weekly Loss Limit","4% of AUM = $4,000 — pause trading until Monday")}
            ${wvRule("Monthly Circuit Breaker","10% of AUM = $10,000 — stop trading rest of month")}
            ${wvRule("Position Size Cap","Max 5% risk per trade = $5,000 max loss per position")}
            ${wvRule("Buying Power Cap","Never exceed 50% of total buying power")}
            ${wvRule("Delta Threshold","Close side immediately if short strike crosses 0.50Δ")}
          

⚡ VIX Spike Protocol

            ${wvVix("VIX +10–20% intraday","ELEVATED","Tighten stops. Review all short strikes vs current spot. No new trades.")}
            ${wvVix("VIX +20–40% intraday","DANGER","Close all positions approaching 0.30Δ. Widen any remaining strikes by 1 SD. Reduce size 50%.")}
            ${wvVix("VIX +40%+ intraday","PANIC","Close all short premium immediately. Hold only defined-risk spreads. No new positions until VIX stabilizes below 30.")}
          

Roll vs Close — Decision Tree

${wvDT("Short strike tested (at-the-money)","ROLL","≥14 DTE remaining + can collect credit + IV not spiking","DTE ≤7 or no credit available or weekly limit near")} ${wvDT("Short strike breached (ITM)","CLOSE","Position recoverable with same-width roll + positive credit","Already at daily loss limit or delta > 0.60")} ${wvDT("Position at 2× max intended loss","CLOSE ALWAYS","—","Non-negotiable. Cut and reassess. Never average down.")} ${wvDT("IV spike >50% from entry","EVALUATE","Sell higher IV for better credit on roll","Underlying trending hard directionally")} ${wvDT("Earnings approaching in DTE window","CLOSE","No earnings inside your DTE window","Earnings within DTE — close before, not after")} ${wvDT("Profit target hit (50% max profit)","CLOSE ALWAYS","—","Lock income. Do not hold for last dollar. Re-deploy next day.")}

Scenario	Action	Condition to Roll	Condition to Close

Correlation Check — Live Book

Recovery Protocol — After Max Loss Day

            ${wvStep(1,"Day of loss","Close all positions. Log the loss. Do not re-enter same day.")}
            ${wvStep(2,"Day +1","Half size only. 1 position max. Stick to highest PoP only (85%+).")}
            ${wvStep(3,"Day +2–3","Still half size. Add 1 position if Day +1 was profitable.")}
            ${wvStep(4,"Week 2","Return to normal size only if no losses in recovery week.")}
            ${wvStep(5,"Monthly CB hit","Stop trading. Review system. Return next month at 50% size for first 2 weeks.")}
          

Daily Pre-Session Checklist

Cumulative P&L

P&L by Strategy Type

Probability Calculator — Black-Scholes PoP

Spot Price (S)

Strike (K)

IV% (σ)

DTE (days)

PoP Distribution Chart

VIX Regime Engine

Current VIX

24.3

ELEVATED — k=0.25 / E1 ACTIVE

          10 CALM18 NORMAL30 ELEVATED45 PANIC
        

Macro Indicators

SPY 200D MAABOVE ✓

QQQ TrendBELOW ✗

Put/Call Ratio1.18

SKEW Index139.2

HYG / TLTRISK-OFF

Dollar (DXY)104.8

VRP Screen

SOFI IV3088.5%

SOFI HV3071.2%

VRP Ratio 1.24 PASS

CLSK IV30120.6%

CLSK HV3098.4%

VRP Ratio 1.23 PASS

NMR Appraisal Engine — Live Dealer Pricing

Ticker	Spot	Wholesale (r618)	Fair (r500)	Retail (r382)	EMA20	EMA200	RSI / Trend	Dealer State	IM · Signal
Loading NMR…

Hedge Calculator

Net Portfolio Delta –7.82

Delta to Neutralize 7.82

Hedge Scenarios

Tail Risk Hedge — HUNTER Recommendations

SPY 560P (0DTE+14) Recommended

              Delta: –0.12 × 1 contract = –12 delta offset

              Cost est: ~$4.80 debit

              Net delta reduction: 48% — fully covers SOFI/CLSK exposure

VXX Long (+1 unit) Alternative

              Long VXX as regime hedge

              Protects TQQQ + CLSK elevated IV positions

              Trigger: VIX > 28 → add 1 unit

Close TQQQ CSP (partial) Reduce Risk

              Single-name delta approaching cap (6.8%)

              Close 5 of 10 contracts → $310 debit

              Reduces CVaR from 2.2% → 1.4%

Hedge Effectiveness — Delta Neutralization Chart

Ticker

Spot Price

IV %

DTE

Wing Width

Gap Risk

1-Day Expected Move

—

±0.0%

1-Week Expected Move

—

±0.0%

1-Month Expected Move

—

±0.0%

Two Sigma Probability MatrixBull Put Spread · SD-mapped strikes · empirical win rates

PoP Target	Short Δ	SD Dist	Hist Win %	Short Strike	Long Strike	Est Credit	Breakeven	Max Loss	Theta Edge	Status

Today's Exact Setup — 85%+ PoP

Run matrix to generate setup.

Win Rate by Delta Level

Framework Notes

Premium Decay: 0.10–0.15Δ decays slowest early, accelerates sharply final 3 DTE. 0.20+Δ decays fastest overall — higher gamma exposure.
Skew Adjustment: Mild put skew (OTM puts 3–8% richer) — sell puts further OTM for same credit. Favors bull put spreads today.
Historical Accuracy: 1-week implied move contained actual move 72% of last 100 sessions.
Position Sizing: 1–2% portfolio risk per trade. Scale out at 50% max profit. Roll if short breaches 0.50Δ.

Underlying Selection — D.E. Shaw IV Ranker

Spot

IV %

DTE

Wing Width

AUM ($)

Risk % / Trade

Expected Range This Week

— to —

±0.0%

Total Credit Collected

—

per spread

Daily Income Projection

—

theta / day (all contracts)

↓ Put Side — Bull Put Spread

Run builder to generate.

↑ Call Side — Bear Call Spread

Run builder to generate.

D.E. Shaw Iron Condor — Full Trade Plan

Run builder to generate full plan.

Adjustment Protocol

Breach Trigger: If underlying moves within 30% of either short strike, roll the threatened side 1–2 strikes further OTM. Collect additional credit if possible.
Profit Take: Close entire IC at 50% of max profit. Or manage each side independently — buy back short for $0.05 debit when available.
Delta Threshold: If short strike crosses 0.50Δ, close that side immediately. Do not wait for expiration.
Expiry Rule: Never hold through expiration day unless both sides are deep OTM (<0.05Δ). Pin risk is real on index ETFs.

AI Research Report — Live Analysis

Ticker

Asset Type

Enter a ticker and click Generate Report to run live AI analysis.

0DTE SPX Credit Spread Scanner

Regime-gated · Entry window 9:45–10:30 AM ET · Kelly-sized

CHECKING REGIME…

SPX Spot

0DTE IV% (ATM)

Wing Width (pts)

Structure

SPY Weekly Income Calendar

Peak6-style systematic weekly premium · Mon entry → Fri close · 1% weekly target · 2% max risk

REGIME —

Weekly Target

$1,000

1% of AUM

Max Risk/Week

$2,000

2% of AUM

Position Size

$3,000

3% IC/spread

Streak

track weekly

Weekly Trade Journal

Week of

Weekly Result

Entry (Mon) — strikes / credit

Exit P&L ($)

Notes / Adjustments / Lessons

Monthly Reconciliation

Save weekly journals to build monthly stats.

Recommendation Engine

Candidate generator → hard filters → weighted scoring → transparent verdict

REGIME —

Ticker

Spot Price

IV % (ATM)

DTE

Wing Width

JJY TRIPLE SIGNAL MANDATE — all three required for APPROVED

1. STRUCTURAL LOCATION

Price at inst. MA, Fib, expected move boundary, or support cluster

2. MOMENTUM EXHAUSTION

RSI / Williams %R oversold transitioning to reversal

3. INDICATOR CONFIRMATION

Third independent indicator confirms reversal probability

Check all three signals before running the engine.

Trade Ledger — Full History